CME Pit-Traded Soybean Future July 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
924-0 |
896-0 |
-28-0 |
-3.0% |
974-0 |
| High |
927-0 |
908-0 |
-19-0 |
-2.0% |
975-0 |
| Low |
914-4 |
896-0 |
-18-4 |
-2.0% |
914-4 |
| Close |
915-2 |
902-0 |
-13-2 |
-1.4% |
915-2 |
| Range |
12-4 |
12-0 |
-0-4 |
-4.0% |
60-4 |
| ATR |
22-4 |
22-2 |
-0-2 |
-1.0% |
0-0 |
| Volume |
27,118 |
23,308 |
-3,810 |
-14.0% |
146,342 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938-0 |
932-0 |
908-5 |
|
| R3 |
926-0 |
920-0 |
905-2 |
|
| R2 |
914-0 |
914-0 |
904-2 |
|
| R1 |
908-0 |
908-0 |
903-1 |
911-0 |
| PP |
902-0 |
902-0 |
902-0 |
903-4 |
| S1 |
896-0 |
896-0 |
900-7 |
899-0 |
| S2 |
890-0 |
890-0 |
899-6 |
|
| S3 |
878-0 |
884-0 |
898-6 |
|
| S4 |
866-0 |
872-0 |
895-3 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1116-3 |
1076-3 |
948-4 |
|
| R3 |
1055-7 |
1015-7 |
931-7 |
|
| R2 |
995-3 |
995-3 |
926-3 |
|
| R1 |
955-3 |
955-3 |
920-6 |
945-1 |
| PP |
934-7 |
934-7 |
934-7 |
929-6 |
| S1 |
894-7 |
894-7 |
909-6 |
884-5 |
| S2 |
874-3 |
874-3 |
904-1 |
|
| S3 |
813-7 |
834-3 |
898-5 |
|
| S4 |
753-3 |
773-7 |
882-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
965-0 |
896-0 |
69-0 |
7.6% |
14-0 |
1.6% |
9% |
False |
True |
28,530 |
| 10 |
975-0 |
896-0 |
79-0 |
8.8% |
15-0 |
1.7% |
8% |
False |
True |
28,269 |
| 20 |
975-0 |
843-0 |
132-0 |
14.6% |
16-7 |
1.9% |
45% |
False |
False |
25,085 |
| 40 |
1029-0 |
842-0 |
187-0 |
20.7% |
18-3 |
2.0% |
32% |
False |
False |
22,181 |
| 60 |
1059-0 |
842-0 |
217-0 |
24.1% |
20-3 |
2.3% |
28% |
False |
False |
20,298 |
| 80 |
1059-0 |
797-0 |
262-0 |
29.0% |
20-2 |
2.3% |
40% |
False |
False |
16,900 |
| 100 |
1059-0 |
797-0 |
262-0 |
29.0% |
20-6 |
2.3% |
40% |
False |
False |
14,404 |
| 120 |
1059-0 |
797-0 |
262-0 |
29.0% |
21-6 |
2.4% |
40% |
False |
False |
12,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
959-0 |
|
2.618 |
939-3 |
|
1.618 |
927-3 |
|
1.000 |
920-0 |
|
0.618 |
915-3 |
|
HIGH |
908-0 |
|
0.618 |
903-3 |
|
0.500 |
902-0 |
|
0.382 |
900-5 |
|
LOW |
896-0 |
|
0.618 |
888-5 |
|
1.000 |
884-0 |
|
1.618 |
876-5 |
|
2.618 |
864-5 |
|
4.250 |
845-0 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
902-0 |
924-4 |
| PP |
902-0 |
917-0 |
| S1 |
902-0 |
909-4 |
|